Results 41 to 50 of about 2,292 (89)
BSDE associated with Lévy processes and application to PDIE
, 2003 International Journal of Stochastic Analysis, Volume 16, Issue 1, Page 1-17, 2003.
K. Bahlali, M. Eddahbi, E. Essaky
wiley +1 more source
Bound and periodic solutions of the Riccati equation in Banach space
International Journal of Stochastic Analysis, Volume 8, Issue 2, Page 195-200, 1995., 1995 An abstract, nonlinear, differential equation in Banach space is considered. Conditions are presented for the existence of bounded solutions of this equation with a bounded right side, and also for the existence of stationary (periodic) solutions of this equation with a stationary (periodic) process in the right side.
A. Ya. Dorogovtsev, T. A. Petrova
wiley +1 more source
Forum of Mathematics, Pi, 2019 In last passage percolation models lying in the Kardar–Parisi–Zhang (KPZ) universality class, the energy of long energy-maximizing paths may be studied as a function of the paths’ pair of endpoint locations.
ALAN HAMMOND
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Linear-implicit strong schemes for Itô-Galkerin approximations of stochastic PDEs [PDF]
, 2010 Linear-implicit versions of strong Taylor numerical schemes for finite dimensional Itô stochastic differential equations (SDEs) are shown to have the same order as the original scheme.
Kloeden, Peter E., Shott, Stephen
core
Nonlinear stochastic wave equations: Blow-up of second moments in $L^2$-norm
, 2009 The paper is concerned with the problem of explosive solutions for a class of nonlinear stochastic wave equations in a domain $\mathcal{D}\subset\mathbb{R}^d$ for $d\leq3$.
Chow, Pao-Liu
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International Journal of Stochastic Analysis, Volume 7, Issue 1, Page 25-31, 1994., 1994 Using connection between stochastic differential equation with Poisson measure term and its Kolmogorov′s equation, we investigate the limiting behavior of the Cauchy problem solution of the integro differential equation with coefficients depending on a small parameter. We also study the dependence of the limiting equation on the order of the parameter.
O. V. Borisenko +2 more
wiley +1 more source
Exact solutions of the stochastic new coupled Konno-Oono equation
Results in Physics, 2021 In this paper we consider the stochastic Konno-Oono equation, which is forced by multiplicative noise. In order to find exact solutions of stochastic nonlinear Konno-Oono equations, generalized G′G-expansion method are implemented.
Wael W. Mohammed +3 more
doaj
Generalized functionals of Brownian motion
International Journal of Stochastic Analysis, Volume 7, Issue 3, Page 247-267, 1994., 1993 In this paper we discuss some recent developments in the theory of generalized functionals of Brownian motion. First we give a brief summary of the Wiener‐Ito multiple Integrals. We discuss some of their basic properties, and related functional analysis on Wiener measure space. then we discuss the generalized functionals constructed by Hida.
N. U. Ahmed
wiley +1 more source
The exact solutions of the stochastic Ginzburg–Landau equation
Results in Physics, 2021 The main goal of this paper is to obtain the exact solutions of the stochastic real-valued Ginzburg–Landau equation, which is forced by multiplicative noise in the Itô sense.
Wael W. Mohammed +5 more
doaj
Averaging principle for the heat equation driven by a general stochastic measure
, 2018 We study the one-dimensional stochastic heat equation in the mild form driven by a general stochastic measure $\mu$, for $\mu$ we assume only $\sigma$-additivity in probability. The time averaging of the equation is considered, uniform a. s.
Radchenko, Vadym
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